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A Stochastic Analysis of Policies Related to Funding of Defined Benefit Pension Plans

Author: Chun-Ming (George) Ma

Publication date: 14-03-2023

Version: Current

Language available: Bilingual

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This research paper focuses on the impact of Canada’s new pension legislation on the funding of defined benefit (DB) pension plans. The paper presents a mathematical model for projecting the assets, liabilities, and funded ratio of a DB plan and proposes an integrated approach to developing a long-term funding strategy for DB plans.

This research can assist DB plan sponsors and trustees in managing contribution requirements and putting plans on a sustainable funding path. Pension consultants and actuaries may use the model to assess the impacts of funding-related policies on individual pension plans.

Categories: Research

Topics: Pensions

Pages: 42

Format: PDF

Accession no.: rp223051